-69.3%
FCEL vs XME
+93.2%
-162.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -3.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.7% |
| 30D | -31.6% | -6.1% | -25.5% | -23.9% |
| 3M | -52.4% | -18.6% | -33.8% | -36.1% |
| 6M | -51.4% | -23.9% | -27.5% | -27.0% |
| YTD | +32.4% | -9.3% | +41.8% | +63.1% |
| 1Y | +37.5% | +1.8% | +35.7% | +47.0% |
| 3Y | -69.3% | +93.0% | -162.3% | -88.3% |
| All | -69.3% | +93.2% | -162.4% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling